-91.5%
HTZ vs QID
-83.6%
-7.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.2% |
| 7D | +7.5% | -0.6% | +8.1% | +7.2% |
| 30D | +47.4% | 0.0% | +47.4% | +47.5% |
| 3M | -54.9% | +3.7% | -58.6% | -53.4% |
| 6M | -47.0% | -29.9% | -17.2% | -53.5% |
| YTD | -55.3% | -28.8% | -26.5% | -60.2% |
| 1Y | -57.6% | -37.2% | -20.5% | -64.3% |
| 3Y | -86.6% | -73.7% | -12.9% | -91.8% |
| 5Y | -86.1% | -80.7% | -5.4% | -90.8% |
| All | -91.5% | -83.6% | -7.9% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling